The vibration signals captured by multiple sensors can be fused and provide rich information to distinguish faults of rotating machinery. However, previous studies mostly regard multiple signals as individual signals and ignore the coupling relationship between signals resulting in a loss of information. To overcome the above problem, this paper proposes a new multi-sensor data fusion algorithm for identifying faults. First, space-time fragments are constructed to combine multiple signals together considering the space and time relationship between signals. Second, histograms of multi-channel shaft orbit based on space-time fragments are extracted to describe faults. Third, K-nearest neighbor is selected as the classification method. The experiments are carried out on a rig of rotating machinery supported by active magnetic bearings and demonstrate the effectiveness of our proposed algorithm. (C) 2019 Elsevier Ltd. All rights reserved.